Consider a bond with maturity $2$ year, $100$ face value, coupon $4\mathrm{.}25\%,$ and yield $7\mathrm{.}55\%.$ Compute a dollar duration numerically using a dy $=0\mathrm{.}001\%.$ Report you result with two digits decimal accuracy and the correct sign. Example: $-185\mathrm{.}95$